-17.2%
TTWO vs CAKE
+147.7%
-164.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.7% | +2.4% | +6.9% |
| 7D | +7.0% | +9.1% | -2.2% | +6.5% |
| 30D | +2.7% | +5.8% | -3.2% | +2.4% |
| 3M | -13.0% | +9.3% | -22.4% | -13.2% |
| 6M | -7.2% | +96.1% | -103.3% | -6.5% |
| YTD | -18.4% | +131.4% | -149.8% | -17.6% |
| 1Y | -17.2% | +146.1% | -163.3% | -16.4% |
| All | -17.2% | +147.7% | -164.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling